+2,726.9%
JPM vs TLT
+130.6%
+2,596.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.8% |
| 7D | +0.3% | -0.4% | +0.7% | -0.1% |
| 30D | -0.2% | -0.6% | +0.4% | -0.6% |
| 3M | +15.9% | -2.7% | +18.6% | +13.3% |
| 6M | +20.9% | -5.6% | +26.6% | +15.2% |
| YTD | +12.9% | -2.8% | +15.7% | +10.2% |
| 1Y | +20.3% | -1.4% | +21.7% | +18.9% |
| 3Y | +160.9% | -1.6% | +162.5% | +158.8% |
| 5Y | +154.8% | -33.8% | +188.7% | +73.1% |
| 10Y | +591.1% | -21.1% | +612.2% | +517.3% |
| All | +2,726.9% | +130.6% | +2,596.3% | +10,923.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling